Asymptotic optimality of multivariate linear hypothesis tests
β Scribed by Ludwig Baringhaus
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 390 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0047-259X
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This paper is concerned with the null distribution of test statistic T for testing a linear hypothesis in a linear model without assuming normal errors. The test statistic includes typical ANOVA test statistics. It is known that the null distribution of T converges to w 2 when the sample size n is l
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